Matthew J. Craven, Henri C. Jimbo. An EA for portfolio selection over multiple investment periods with exponential transaction costs. In Christian Blum, Enrique Alba, editors, Genetic and Evolutionary Computation Conference, GECCO '13, Amsterdam, The Netherlands, July 6-10, 2013, Companion Material Proceedings. pages 115-116, ACM, 2013. [doi]
Abstract is missing.